And penalties are no way to lose a game, although we should be getting used to that my now.
But if the truth was told, England were never in the same gear as Italy, had they been able to take their chances and not have had such bad luck during the game, they could have had it won by two or three goals.
Last night’s exit was the sixth time England have lost on penalties, although at one time it did look like this time it would be our turn, until Ashley Young and Ashley Cole stepped up.
"It was a horrible way to go out,"Rooney told reporters.
"We are all gutted.
"It was a tough game and we all worked hard, so to lose on penalties is a horrible feeling for everyone."
But he added: "We can hold our heads up high. There are a lot of young players in the squad and that will help them in next tournament."